+290.5%
HUT vs DLR
+20.4%
+270.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +5.5% |
| 7D | +28.3% | +3.4% | +24.9% | +22.5% |
| 30D | +12.3% | -2.2% | +14.5% | +16.9% |
| 3M | -16.8% | +4.7% | -21.5% | -23.4% |
| 6M | +111.4% | +9.0% | +102.4% | +83.4% |
| YTD | +116.6% | +24.1% | +92.4% | +51.3% |
| 1Y | +290.5% | +20.9% | +269.5% | +207.3% |
| All | +290.5% | +20.4% | +270.1% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling